+1,499.9%
LITE vs WMB
+270.0%
+1,229.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.5% |
| 7D | -13.9% | -6.9% | -7.0% | -10.3% |
| 30D | -46.9% | -7.2% | -39.8% | -44.4% |
| 3M | -28.0% | -5.4% | -22.6% | -25.1% |
| 6M | -35.2% | -4.9% | -30.3% | -32.8% |
| YTD | +58.9% | +14.7% | +44.2% | +51.5% |
| 1Y | +125.3% | +14.7% | +110.6% | +115.1% |
| 3Y | +1,344.4% | +116.4% | +1,228.1% | +988.0% |
| 5Y | +541.2% | +198.5% | +342.6% | +322.9% |
| All | +1,499.9% | +270.0% | +1,229.9% | +835.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling